+1,855.0%
VRT vs SPXU
-98.7%
+1,953.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -2.6% |
| 7D | -17.7% | +0.5% | -18.2% | -16.4% |
| 30D | -20.0% | +10.9% | -30.9% | -14.2% |
| 3M | -28.1% | +9.6% | -37.7% | -22.8% |
| 6M | -42.8% | -4.7% | -38.2% | -41.1% |
| YTD | +20.0% | -24.6% | +44.6% | +14.2% |
| 1Y | +3.5% | -24.7% | +28.2% | -0.5% |
| 3Y | +366.1% | -80.0% | +446.1% | +216.9% |
| 5Y | +632.2% | -83.5% | +715.7% | +467.1% |
| All | +1,855.0% | -98.7% | +1,953.7% | +908.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling